+820.5%
XLB vs NI
+971.9%
-151.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.4% | +2.0% | -3.4% | -2.2% |
| 30D | -0.4% | -3.5% | +3.2% | +1.0% |
| 3M | +2.0% | -9.1% | +11.1% | +5.9% |
| 6M | +1.8% | -11.8% | +13.7% | +6.9% |
| YTD | +16.6% | +1.1% | +15.5% | +15.4% |
| 1Y | +16.9% | +6.7% | +10.2% | +13.0% |
| 3Y | +32.6% | +71.1% | -38.5% | +3.7% |
| 5Y | +35.6% | +94.3% | -58.7% | -0.3% |
| 10Y | +160.0% | +135.8% | +24.2% | +69.6% |
| All | +820.5% | +971.9% | -151.4% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling